首頁(yè) > FRM熱點(diǎn)問(wèn)題 > 正文
發(fā)布時(shí)間:2021-05-07 09:01編輯:融躍教育FRM
FRM真題練習(xí)對(duì)于備考的考生來(lái)說(shuō)是非常重要的,尤其是在備考的沖刺階段??忌欢ㄒ龃罅康木毩?xí),特別是近幾年的FRM真題。不僅可以幫助考生鞏固知識(shí),也能幫助考生查漏補(bǔ)缺。下文是小編列舉的真題解析,一起了解一下!
In regard to Basel II minimum capital requirements, which of the following is false?》》》點(diǎn)擊領(lǐng)取2021年FRM備考資料大禮包(戳我免費(fèi)領(lǐng)?。?/strong>
A) Banks can reduce their capital charge, subject to a limit, if they can demonstrate diversification benefit due to imperfect correlation between the major risk buckets: credit, operational and market risk.
B) Pillar Two explicitly encourages national authorities (supervisors) to supplement Pillar One with additional capital requirements at their discretion if they deem appropriate
C) Under the advanced/internal approaches, all three risk categories (credit, market, and operational risk) employ value at risk (VaR) concepts
D) Basel II had no explicit charge for liquidity risk
答案:A【資料下載】點(diǎn)擊下載融躍教育金融專(zhuān)業(yè)英語(yǔ)詞匯大全.pdf
解析: False: The capital charges are added (CRC + MRC + ORC); Basel II gives no recognition for potential diversification benefits at this level of analysis.
In regard to (b), (c) and (d), each are true. In regard to (b), please note the “mutually reinforcing” aspect of the framework; and that Pillar One implies only minimum capital requirements.
如果想要獲得更多關(guān)于FRM考試的真題解析,點(diǎn)擊在線咨詢(xún)或者添加融躍老師微信(rongyuejiaoyu)!
上一篇:Selective hedging在FRM考試中是什么意思?
下一篇:FRM考試中property insurance的保費(fèi)內(nèi)容是什么?
熱門(mén)文章推薦
距 2025年5月10日 FRM考試 還有
打開(kāi)微信掃一掃
添加FRM講師
課程咨詢(xún)熱線
400-963-0708
微信掃一掃
還沒(méi)有找到合適的FRM課程?趕快聯(lián)系學(xué)管老師,讓老師馬上聯(lián)系您! 試聽(tīng)FRM培訓(xùn)課程 ,高通過(guò)省時(shí)省心!